Which In-Ear 'Phones For Gym Use?

[Quantos]

Hi!
 
I'm in need of recommendation to replace my previous in-ear headphones which have stopped working.
 
The previous ones I had were either this or something very similar: http://www.sennheiser.ca/live/senn/produit/en/1013/160. 
 
My experiences with these are as follows:
 
Good:
 

1. Ambiant noise reduction: especially useful in the gym as rather loud music is constantly played, which I need to cut completely.
2. Sound is good enough quality for when it comes to portable headphones.
3. Portability of course.

 
Bad:
 

1. Damned things cannot stay in my ears! These came with three size of plastic tips, all of which seem to fall out of my ears on a regular basis (every 10 minutes or so). I'm not sure if this is caused by movement - which is unavoidable as I'm running in the gym -, or if it is caused by my ears being too good at producing wax. Either way, I'm wondering if someone might have had a similar issue, and recommendations about that point.
2. Longevity? They didn't last very long, though I'm not quite sure what's the life expectancy of headphones. They must have been 2 or 3 years old.

 
So, what I would want are in-ear headphones, with reasonably good to good sound, that don't fall off my ear all the time. Price is no object as long as we don't cross into the professional grade prices

 

[squallkiercosa]

You need realistic expectations. Every headphone will fall out eventually, no matter how tight sealed they are. Remember: your whole body is in movement and inside your ears are not exception. Use smaller tips always to work out. 
I have different IEMs for different situations: 
CX300-II for gym.
MC5 with foam (comply tips) for public transportation (subway) I use them solely for protection actually.
The others are for home/work use.
 
So you have a few options: Either you get a very small IEM to be unobtrusive enough or the ones with the cable behind you ear like the shure se125. I don't see a reason to spend a lot knowing the high risk of breaking them.